Lee Dunham

"An Analysis of the Impact of Securities Lending on the Performance of ETFs", with Thuy H. Simpson, Journal of Wealth Management, 2015, Volume 17, Number 4, 75-84.

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"An Empirical Analysis of the Dynamic Relation among Investment, Earnings and Dividends", with Richard A. DeFusco and John M. Geppert, Managerial Finance, 2014, Volume 40, Number 2, 118-136. (Lead article)

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o Implications of Limited Investor Attention to Customer-Supplier Information Transfers, CFA Digest, July 2014

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"The Ethics of Hedging by Executives", with Ken Washer, Journal of Business Ethics, 2012, Volume 111, Number 2, 157-164. (Abstract of article also published in CFA Digest, February 2013)

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o Are Extreme Returns Priced in the Stock Market? European Evidence, CFA Digest, December 2013

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o Conflicting Family Values in Mutual Fund Families, CFA Digest, August 2013

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o The Seeds of a Crisis: A Theory of Bank Liquidity and Risk Taking over the Business Cycle, CFA Digest, February 2013

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"Managerial Hedging Ability and Firm Risk", Journal of Economics and Finance, 2012, Volume 36, Number 4, 882-899.

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"Building A Better Mousetrap: Enhanced Dollar Cost Averaging", with Geoffrey C. Friesen, Journal of Wealth Management, 2012, Volume 15, Number 1, 41-50. (Article abstract also published in CFA Digest, November 2012)

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"The Impact of Securities Lending on Index Fund Performance", with Thuy H. Simpson, Journal of Investing, 2012, Volume 21, Number 2, 9-16. (Article abstract also published in CFA Digest, November 2012)

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"Inflation Risk and Asset Class Performance", with Ken Washer, Journal of Finance and Investment Analysis, 2012, Volume 1, Number 3, 61-72.

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"Building a Bioeconomy in the Heartland: Bridging the Gap between Resources and Perceptions", with Anne S. York and Mark Ahn, Journal of Enterprising Communities: People and Places in the Global Economy, 2012, Volume 6, Number 1, 84-100.

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o Setting the Benchmark: Spotlight on Private Equity, CFA Digest, August 2012

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o Can Investing in Volatility Help Meet Your Portfolio Objectives, CFA Digest, May 2012

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o Can Changes in the Purchasing Managers' Index Foretell Stock Returns? An Additional Forward-Looking Sentiment Indicator, CFA Digest, May 2012

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o Currency Hedged Benchmark Replication: Challenges and Improvements, CFA Digest, February 2012

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o Risk Shifting and Mutual Fund Performance, CFA Digest, February 2012

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"Momentum: The Technical Analysis Anomaly", book chapter in The Handbook of Equity Market Anomalies: Translating Market Inefficiencies into Effective Investment Strategies. 2011, Wiley.

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"Vertical vs. Horizontal Integration in the Biopharma Industry: The Link between Acquisition Announcements and Stock Market Performance", with Anne S. York and Mark Ahn, book chapter in Advances in Mergers and Acquisitions. 2011, Emerald Group.

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o The Internal Governance of Firms, CFA Digest, November 2011

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o The Determinants of Corporate Cash Management Policies: Evidence from around the World, CFA Digest, August 2011

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o Conditional Style Rotation Model on Enhanced Value and Growth Portfolios: The European Experience, CFA Digest, May 2011

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o Empirical Evidence of the Existence of Investable Premiums in Emerging Market Investable Stocks, CFA Digest, February 2011

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Do Index Funds Trade Opportunistically Around Index Changes? An Empirical Examination of S&P 500 Index Funds, with Thuy H. Simpson, Journal of Index Investing, Winter 2010, Volume 1, 58-64.

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o Mutual Fund Incubation, CFA Digest, November 2010

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o Loosening your Collar: Alternative Implementations of QQQ Collars, CFA Digest, August 2010

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o Credit Default Swaps and the Credit Crisis, CFA Digest, May 2010

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o Equity Market Comovement and Contagion: A Sectoral Perspective, CFA Digest, February 2010

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o Hedging Real Estate Risk, CFA Digest, February 2010

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Price Trends and Patterns in Technical Analysis: a Theoretical and Empirical Examination, with Geoffrey C. Friesen and Paul A. Weller, Journal of Banking and Finance, June 2009, Volume 33, 1089-1100. (Article abstract also published in CFA Digest, November 2009)

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o Market and Political/Regulatory Perspectives on the Recent Accounting Scandals, CFA Digest, November 2009

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o The Crisis in Perspective: The Cost of Being Quiet, CFA Digest, August 2009

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o Unobserved Actions of Mutual Funds, CFA Digest, August 2009

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o Hedge Fund Due Diligence: A Source of Alpha in a Hedge Fund Portfolio Strategy, CFA Digest, May 2009

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o The Stocks at Stake: Return and Risk in Socially Responsible Investment, CFA Digest, May 2009

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An Empirical Examination of Jump Risk in U.S. Equity and Bond Markets, with Geoffrey C. Friesen, North American Actuarial Journal, October 2007, Volume 11, 76-91.

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Article abstracts; published in CFA Digest:

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